The US State Department has issued travel alerts (http://travel.state.gov/t...) most of the border cities along the U.S. / Mexican border.
If you are traveling by car into Mexico, it might be best to avoid driving alone on Mexican Federal Highway 15D between Nogales and Hermosillo, or at least be extremely vigilant and aware of your surroundings on this route, due to the very violent drug wars between the cartels and the Mexican military. Night-time driving along this route is not considered safe, and should be deterred if at all possible.
The area is prone to flash-flooding during the monsoon season, so keep the weather in mind during your visit.
Do not advertise wealth, and don't flash cash or credit cards. Remember you are visiting a city that has a significantly high population that is very poor, and you do not want to draw the attention of beggars looking for a handout or thieves looking for an easy mark.
Never
bring firearms, live or spent ammunition, or any contraband weapon even something as innocent as a Swiss Army knife across the border into Mexico. In doing so, it will land you into jail very quickly without any sympathy from the Mexican authorities.Walking around the city of Nogales at night, especially alone, is extremely foolish. Use common sense and use the same level of precautions you would normally use in other large metropolitan cities to avoid being a victim of crime.
Be cautious when buying prescription medicine in Mexico and attempting to import it into the U.S.. Typically you do not need a prescription to purchase medicine in Mexico. Nonetheless, be sure you have a valid doctor's prescription preferably from a U.S. doctor and maybe a Mexican doctor, and always check ahead with the U.S. Border and Customs. (http://www.cbp.gov) Attempting to bring prescription drugs into the U.S. without such documentation may get you arrested by U.S. Border police, or at the very least, have your medicine confiscated.
Never
attempt to purchase narcotics such as Valium, Vicodin, or Morphine from a Mexican physician without a legal U.S. and Mexican prescription, in doing so, you will get and in some cases the vendor who sold the drugs as well locked up in a Mexican prison for up to 15 years for possession or sale of a controlled substance. If someone is luring you to make such a purchase, don't do it. Always assume it is a setup either by undercover police or an unscrupulous pharmacist working with a corrupt police officer to extort money from you.Drink only bottled water and avoid ice cubes or bring your own bottled water from the US side of the border if you're worried about getting "Montezuma's Revenge" or travelers diarrhea. Take standard precautions to minimize the risk of becoming infected by not consuming food or drink from food stalls on the streets.